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Warrant Code

RS-CLIFE@EP1011 -22502

CHINA LIFE(2628)

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Terms and Indicators

Warrants Analyser

Last Warrant Chg(%) Bid Ask Day Low Day High UL Spot UL Spot Chg(%) Last Update Get Realtime  
0.335 0.00 0.335 0.340 0.000 0.000 30.1  -0.17 12:13   Delayed
Warrant Information
Warrant Code 22502
Warrant Name
RS-CLIFE@EP1011
Underlying
Call/Put Put
Warrant Type Standard
Maturity (Y-M-D) 2010-11-15
Last Trading (Y-M-D)
2010-11-09
Strike 32.880
Moneyness ITM 9.24%
Break Even 29.530
Premium (%) 1.89%
Effective Gearing 6.80
Outstanding Quantity (M) 0.00
Outstanding(%) 0.00
Turnover(K) 0.00
Entitlement Ratio 10
Board Lot 10,000

Statistics

Delta 0.76
Implied Volatility 27.94%
5 Days Lowest Implied Volatility 28.64%
5 Days Highest Implied Volatility 30.23%
Vega $0.0040
Theta One Day $0.0009
Theta One Week $0.0076
Theta One Month $0.0303

Performance of Underlying

Underlying 10 Days Moving Average 30.2
Underlying 20 Days Moving Average 33.3

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-08 0.335 28.625
2010-09-07 0.300 28.640
2010-09-06 0.295 30.230
2010-09-03 0.345 32.123
2010-09-02 0.335 29.749
2010-09-01 0.360 28.558